Mirvac Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:25.60% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 13.59 | |
| 0.0327 | 16.81 | |
| 0.9389 | 759.63 | |
| 0.0518 | 11.72 |
Estimation Period:
Jun 18, 1999 to Dec 5, 2025
Jun 18, 1999 to Dec 5, 2025
News Impact Curve
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